On the estimation of asset pricing models using univariate betas (Q631271)

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scientific article; zbMATH DE number 5869250
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English
On the estimation of asset pricing models using univariate betas
scientific article; zbMATH DE number 5869250

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    On the estimation of asset pricing models using univariate betas (English)
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    22 March 2011
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    asset pricing models
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    risk premia
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    univariate betas
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    model misspecification
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